GIGrvg

The GIG random number generator is implemented in C functions 
'rgig' and 'do_rgig'.
They are exported and can be used in C code in other packages.

Here is an example of the usage of 'rgig' within a package 
called "mypack".

For a description of 'do_rgig' the interested reader is
referred to its C code. 
Differences to 'rgig' are:
 (1) do_rgig() does not call GetRNGstate() and PutRNGstate(). You have
     to take care of doing so in the function that calls do_rgig().
 (2) Signature is SEXP do_rgig(int, double, double, double).


DESCRIPTION:
============

Depends: GIGrvg
LinkingTo: GIGrvg


C code:
=======

#include <Rinternals.h> 
#include <R_ext/Rdynload.h>
#include <GIGrvg.h>

SEXP my_rgig (SEXP n, SEXP lambda, SEXP chi, SEXP psi)
{ 
   SEXP (*fun)(SEXP,SEXP,SEXP,SEXP) = NULL;

   if (!fun) 
      fun = (SEXP(*)(SEXP,SEXP,SEXP,SEXP)) R_GetCCallable("GIGrvg", "rgig");

   return (fun(n,lambda,chi,psi));
}


R code:
=======

myrgig <- function(n=1, lambda, chi, psi) {
  ## ------------------------------------------------------------------------
  ## Generate GIG distributed random variates
  ##
  ## density proportional to
  ##    f(x) = x^{lambda-1} e^{-1/2 (chi/x+psi x)}
  ## 
  ##       x >= 0
  ## ------------------------------------------------------------------------
  ## Arguments:
  ##
  ##   n ....... sample size
  ##   lambda .. parameter for distribution
  ##   chi   ... parameter for distribution                                   
  ##   psi   ... parameter for distribution                                   
  ## ------------------------------------------------------------------------

  ## generate sample
  .Call("my_rgig", n, lambda, chi, psi, PACKAGE="mypack")
}